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Time-varying impacts of macroeconomic variables on stock market returns and volatility : evidence from Pakistan
Rashid, Abdul; Javed, Aamir; Jehan, Zainab; Iqbal, Uzma - In: Romanian journal of economic forecasting 25 (2022) 3, pp. 144-166
Persistent link: https://www.econbiz.de/10013414184
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The Cointegration between Exchange Rates and Stock Prices in Highly Volatile Markets : Evidence from Pakistan
Subayyal, Muhammad - 2011
rates in the post-floating exchange rate regime and vibrant stock market performance of Pakistan. The data period ranges …-directional causality exists between the variables. Our results are different from earlier studies on this topic in Pakistan as those …
Persistent link: https://www.econbiz.de/10013118640
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Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange : does global financial crisi...
Sheikh, Umaid A.; Asad, Muzaffar; Israr, Aqeel; Tabash, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-24
2). Monthly level data representing macroeconomic volatility has been incorporated from the trading economics website … and validated from the Pakistan bureau of statistics. Four different types of unit root tests like augmented dickey fuller …
Persistent link: https://www.econbiz.de/10013179670
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The recent effects of exchange rate on international trade
Choi, Myoung Shik - In: Prague economic papers : a bimonthly journal of … 26 (2017) 6, pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
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Reconsidering the import demand function of China : evidence from asymmetric cointegration
Ghosh, Sudeshna - In: International journal of economics and business … 19 (2020) 3, pp. 245-265
Persistent link: https://www.econbiz.de/10012205603
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Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad; Anwar, Sajid - In: Economic modelling 37 (2014), pp. 451-463
Persistent link: https://www.econbiz.de/10010417631
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Investigating the effect of price of rubber fluctuations on stock prices and exchange rates in Malaysia
Seuk Wai Phoong; Phoong, Seuk Yen - In: DLSU business & economics review 31 (2021) 1, pp. 124-131
Persistent link: https://www.econbiz.de/10013472297
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Financial assets, expected return and risk, speculation, uncertainty, and exchange rate determination
Kallianiotis, Ioannis N.; Bianchi, Karen; Arize, … - In: European research studies 23 (2020) 3, pp. 3-30
Persistent link: https://www.econbiz.de/10012286910
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Exploring relationship between the stock price of Taiwan and the exchange rate : an autoregressive distributed lag model with a quantile regression
Hsu, Tzu-Kuang - In: International journal of economics and finance 8 (2016) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10011427778
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Vector Autoregressive (VAR) Model of Dynamic Linkage between Stock Indices and Rupiah's Exchange Rate : Application to Composite and Sectoral Indices on Jakarta Stock Exchange in 1...
2011
This study examines dynamic linkage between stock indices (e.g. composite and sectoral indices on the Jakarta Stock Exchange) and Rupiah's exchange rate at three different time periods. Granger causality testing technique is used, based on VAR model id data have no integration relationship and...
Persistent link: https://www.econbiz.de/10013131958